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subject:"Spieltheorie"
~person:"Lv, Chen"
~subject:"Excess-of-loss reinsurance"
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Spieltheorie
Excess-of-loss reinsurance
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Lv, Chen
Lambertini, Luca
9
Jain, Sanjay
5
Cellini, Roberto
4
Ju, Biung-Ghi
4
Aumann, Robert J.
3
Berlemann, Michael
3
Cingiz, Kutay
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Dawid, Herbert
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Deissenberg, Christophe
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Dijkstra, Bouwe R.
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Flesch, János
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Hart, Sergiu
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Klein, Daniel B.
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Kölle, Felix
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Mengus, Eric
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O'Flaherty, Brendan
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Perry, Motty
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Predtetchinski, Arkadi
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Rubinstein, Ariel
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Wenner, Lukas
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Zhou, Zhou
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Bacchiega, Emanuele
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Barthélémy, Jean
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Bassetto, Marco
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Bensoussan, Alain
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Cui, Xiangyu
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Futagami, Koichi
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2
Herings, Peter Jean-Jacques
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Huang, Haizhou
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Huang, Yu-Jui
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A continuous-time theory of reinsurance chains
Lv, Chen
;
Shen, Yang
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
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2
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Lv, Chen
;
Shen, Yang
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 120-137
Persistent link: https://www.econbiz.de/10012105527
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